Last data update: 2014.03.03
Data Source
R Release (3.2.3)
CranContrib
BioConductor
All
Data Type
Packages
Functions
Images
Data set
Classification
|
Results 1 - 10 of 14 found.
[1]
<
1
2
>
[2]
Sort:
This package has a set of functions that allows stationary analysis and locally stationary time series analysis.
● Data Source:
CranContrib
● Keywords: package
● Alias: LSTS, LSTS-package
●
7 images
|
Plot time-series diagnostics.
● Data Source:
CranContrib
● Keywords: acf, diagnostic, ljung, residuals, timeseries
● Alias: ts.diag
●
2 images
|
This function calculates log-likelihood with known θ, through LS.whittle.loglik function.
● Data Source:
CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik.sd
●
0 images
|
This function computes Whittle estimator for LS-ARMA and LS-ARFIMA models, in data with mean zero. If mean is not zero, then it is subtracted to data.
● Data Source:
CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik, loglik
●
0 images
|
Calculate the log-likelihood with σ known, through LS.whittle.loglik function.
● Data Source:
CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik.theta
●
0 images
|
Returns theoretical spectral density evaluated in ARMA and ARFIMA processes.
● Data Source:
CranContrib
● Keywords: density, spectral, timeseries
● Alias: fdensity, spectral
●
4 images
|
Returns plot of the p-values Ljung-Box test.
● Data Source:
CranContrib
● Keywords: Box, Ljung, timeseries
● Alias: Box.Ljung.Test
●
2 images
|
Plot in 3D the smoothing periodogram of a time series, by blocks or windows.
● Data Source:
CranContrib
● Keywords: Fourier, smooth, timeseries
● Alias: block.smooth.periodogram
●
11 images
|
This function returns the smoothing periodogram of a stationary time serie, its plot and its Fourier frequency.
● Data Source:
CranContrib
● Keywords: Fourier, periodogram, smooth, timeseries
● Alias: smooth.periodogram
●
3 images
|
This function computes Whittle estimator to LS-ARMA and LS-ARFIMA models.
● Data Source:
CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle, estimator, whittle
●
0 images
|
|